407 citations
- Eindhoven University of TechnologyNL67 papers
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Showing 2021 · cs.LGShow all
2 papers · 2 filters
cs.LG2021
Robust Online Convex Optimization in the Presence of Outliers
Tim van Erven, Sarah Sachs, Wouter M. Koolen +1
We consider online convex optimization when a number k of data points are outliers that may be corrupted. We model this by introducing the notion of robust regret, which measures t…
cs.LG2021★ 3 cited
Regret Minimization in Heavy-Tailed Bandits
Shubhada Agrawal, Sandeep Juneja, Wouter M. Koolen
We revisit the classic regret-minimization problem in the stochastic multi-armed bandit setting when the arm-distributions are allowed to be heavy-tailed. Regret minimization has b…